I'm not sure exactly what part you need but you could try to go buy some cheap sidemarkers from Pep Boys or Autozone or something and just take the wires/bulbs and whatever you need. These are usually pretty cheap and you don't pay shipping or have to wait. Other than that, you could go to a junk yard that has the kind of car they came off of and just pull them. Gluck.
Either find one that fits online or at a junkyard or I would just go get complete sets. You don't want moisture getting in there. I know that you can get nice ones at BMW for a decent price. Or order some online. What kind of car did they come off of?